Hooking up a cd/mp3 head unit is incredibly easy. The unit itself you can get for under 100 bucks and then all you need is a wiring harness (about 10 bucks) and possibly a DIN kit to make it look nice and stock (usually about 20 bucks and is not neccessary). As long as you know how to unscrew screws, and solder wires together it is a do it youself job. A shop would probably charge about 50 bucks.
As for hooking up an MP3 player without buying a head unit, you have 2 options. You could get a tape deck adapter that plugs into anything with a headphone jack, and then plugs into your cars cassette player (usually about 10 bucks) or you can get an FM transmitter which also plugs into anything with a headphone jack and transmitts the music over a specific frequency that you can tune your radio to (they usually cost about 30 bucks).